Scribd
Upload
251 views29 pages

Laplace Transformations

The document discusses Laplace transformations and their application to differential equations. Laplace transformations operate on functions by taking their integral weighted by an exponential kernel. This linear transformation can be used to solve differential equations by transforming them into an algebraic equation that can be solved for the transformed solution function. The inverse Laplace transform is then used to recover the original solution function. Examples are provided of using Laplace transforms to solve common differential equations and evaluate integrals.

Uploaded by

Paritosh Chaudhary
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
251 views29 pages

Laplace Transformations

The document discusses Laplace transformations and their application to differential equations. Laplace transformations operate on functions by taking their integral weighted by an exponential kernel. This linear transformation can be used to solve differential equations by transforming them into an algebraic equation that can be solved for the transformed solution function. The inverse Laplace transform is then used to recover the original solution function. Examples are provided of using Laplace transforms to solve common differential equations and evaluate integrals.

Uploaded by

Paritosh Chaudhary
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 29

Laplace Transformations

Application to Differential Equations

Introduction
A transformation operates on functions to produce other
functions.
Examples:
Differentiation: D[ f ( x)] = f ( x)
x

Integration: I [ f ( x)] =

f (t )dt
0

Linear Transformation: A transformation T of functions is said


to be linear if

T [ f ( x ) + g ( x ) ] = T [ f ( x ) ] + T [ g ( x )]
For functions f(x) and g(x) and all constants and .
Integral Transformation: Consider a function f(x) defined on
a finite or infinite interval a x b and choose a fixed function
K(p, x) of the variable x and a parameter p, then the general
integral transformation is
b

T [ f ( x)] = K ( p, x) f ( x)dx = F ( p )
a

Laplace Transformation
Function K(p, x) is called kernel of the transformation T, and it
is clear that T is linear regardless of the nature of K.
When a = 0, b = and K(p, x) = e-px, in (1), we get a special
case that is known as Laplace Transformation L defined by

L[ f ( x)] = e px f ( x)dx = F ( p )
0

Laplace Transformation
The Laplace transform is named after mathematician and
astronomer Pierre-Simon Laplace, who used a similar
transform in his work on probability theory

x ( x)ds
s

Laplace transforms are used in a lot of engineering


applications and is a very useful tool. It is useful in solving
differential and integral equations.

The Laplace Transform


An important point to remember:

f ( x) F ( p)
The above is a statement that f(x) and F(p) are
transform pairs. What this means is that for
each f(x) there is a unique F(p) and for each F(p)
there is a unique f(x).

Laplace Transformation
Show that Laplace transformation is a linear transformation?
Find the Laplace transformation of the following functions:

f ( x) = 1
f ( x) = x n
f ( x) = e ax
f ( x) = sin ax

Transform Pairs:
f(x)

F(p)

1
p
1
eax
p a
f (t )
F ( s)
______________________________
1 ______
x
p2

xn
s in a x
cos ax

n!
p n +1
a
p2 + a2
p
p2 + a2

Inverse Laplace Transformation




If F(p) represent the Laplace transform of a function f(t)


i.e. L[f(x)] = F(p)
we then say f(x) is the inverse Laplace transform of F(p)
and we write
f(x) = L-1{F(p)}

Laplace Transformation: Remarks on Theory


The integral

f ( x)dx
0

converges if the limit


b

lim f ( x)dx
b

exist, and in this case the value of the limit is the value of the
integral.

Laplace Transformation: Remarks on Theory




If f(x) is a given function defined for x 0, convergence of

f ( x)dx requires the integral f ( x)dx must exists for each finite b > 0.

To guarantee this, it suffices to assume that f(x) is continuous or at


least piecewise continuous.

If f(x) is piecewise continuous for x 0, then the only remaining


threat to the existence of the Laplace transform

F ( p) = e px f ( x)dx
0

is the behavior of its integrand e px f ( x) for large x.

To make sure that f(x) does not grow more rapidly, assume
that f(x) is of exponential order:
i.e. there exists constants M and c s.t. | f ( x) | Mecx .

If f(x) satisfies | f ( x) | Mecx x 0


then

| e px f ( x) | Me ( p c ) x

Since the integral on the right converges for p>c, the Laplace
transform of f(x) converges absolutely and hence converges
for p > c.

Theorem: If f(x) is a function which is piecewise continuous


Theorem:
on every finite interval in the range x 0 and satisfies
| f ( x) | Mecx .

and for some constants c and M, then the Laplace transform


of f(x) exists for all p > c.
| f ( x) | MeCx x 0

Laplace Transformation : Remarks on Theory




Remark: Conditions in the theorem are sufficient but not


necessary for the existence of Laplace transform.

Example

f ( x) = x 1/ 2
L[ f ( x)] =

Problems:
(a)

(b)

Show that F ( p ) 0 as p whenever F(p) exists.

Find the Laplace transform of


f(x) = [x], where [x] denotes the greatest integer x.

Applications to Differential Equations




Suppose we wish to find the particular solution

y ''+ ay '+ by = f ( x )
y (0) = y 0 , y '(0) = y 0

where a, b, y0, y0 are known constants.


We use the methods discussed in the previous sections.

Laplace transform gives an alternate way of solving the


above problem with several advantages.

Applications to Differential Equations


Let us apply the Laplace transform to both sides:

L[ y ''+ ay '+ by ] = L[ f ( x)]


L[ y] + aL[ y] + bL[ y ] = L[ f ( x)].
by the linearity if L.
Next, express the LHS in terms of L[y].

Laplace transform of derivatives


L[ y] = pL[ y] y(0),
L[ y] = p2 L[ y] py(0) y(0),
......
L[ y( n) ] = pn L[ y] pn1 y(0) pn2 y(0) y( n1) (0).
Using these transformations we get

p 2 L[ y ] py0 y0 + a pL[ y ] ay0 + bL[ y ] = L[ f ( x )].

Solving for L[y] yields

L[ f ( x )] + ( p + a ) y0 + y0
L[ y ] =
p 2 + ap + b
Now taking the inverse Laplace transform to get the solution
y(x) of the differential equation.
Note: The above mentioned procedure is particularly suited
to problems in which the function f(x) is discontinuous.

Problems:
Find the solution of the IVPs

(i) y + 4 y = 4x, y(0) = 1, y(0) = 5,


2

(ii) y + y = 3x , y(0) = 0, y(0) = 1,


x

(iii) y + 2 y + 5y = 3e sin x, y(0) = 0, y(0) = 3.

Useful Rules
First translation or shift rule:


If L[f(x)] = F(p) when p > c, then


L[eax f(x)] = F(p - a),
Equivalently,
L-1[F(p a)]=eax f(x).

Used to find transforms of product of the form eax f(x), when


F(p) is known.

Derivatives and Integrals of Laplace


Transformation
If L[f(x)] = F(p), then

( a ) L [ x n f ( x )] = ( 1) n F ( n ) ( p )
x
F ( p)
( b ) L f ( x ) dx =
p
0

f ( x)
(c ) L
=

f ( x)
exists.
F ( p ) dp provided lim
x
x0

The formulas in the previous slide are useful in solving


differential equations with variable coefficients.

Can be used to evaluate Laplace transforms of some


typical functions

Can be used to evaluate integrals that are difficult to


handle by any other methods.

Problems:
(i) Solve the Bessels equation
xy + y + xy = 0, y (0) = 1.

(ii) Find the Laplace transform of f ( x ) = x 3 / 2 .


(iii) Show that

cos xt
-x
0 1 + t 2 dt = 2 e .

Laplace Transformation: Convolutions


Let L[f(x)] = F(p) and L[g(x)] = G(p).
Then,

L 1 [ F ( p ) G ( p ) ] =

f ( x t ) g (t ) d t.

Laplace Transformation: Convolutions


The integral on the RHS is called convolution of the
functions f(x) and g(x). The result of called as Convolution
Theorem.
Is used to find the inverse transforms and solving integral
equations.

Application to Integral Equation


If f(x) and k(x) are known function then the equation
x

y ( x) = f ( x) k ( x t ) y (t )dt
0

is called integral equation.


and therefore, we have the solution given by the inverse of
L[ f ( x)]
L[ y ( x)] =
1 + L[k ( x)]

Problems:
Find the inverse Laplace transform of

1
(i ) F ( p ) = 2
p ( p 2 + 1)
1
( ii ) G ( p ) =
( p 2 + a 2 )2
Solve the following integral equation using Laplace transform
x

y(x) = x3 +

s in ( x t ) y (t ) d t
0

Some more problems:


If f(x) is a periodic function with period a show that

1
L [ f ( x )] =
1 e ap

px
e
f ( x)dx

Solve the following differential equation using Laplace


transform
x y + ( 3 x 1) y ( 4 x + 9 ) y = 0 , y ( 0 ) = 0 .

You might also like